And yet, we do it. Most of us do it every day. For me, it's a control thing. For that matter, not worrying seems almost neglectful. After all, if there's a problem, then someone needs to be doing something about it. Or, at least that's how I rationalize it. Sure, Jesus told me not to. But (and again, rationalizing) He's just giving me kindly advice because He cares about me.
There's another way to think about it. Jesus said don't do it. Don't worry. He went to great lengths to explain why worry is pointless. Therefore, when I worry I'm doing something He told me not to do. That's sin. Given that there aren't a lot of things (at least recorded in the gospels) that He doesn't want me to do, his instruction not to worry takes on added importance.
When it's all over and I meet Him, I want Him to say, "Well done." By definition, this means I've lived my life doing the things that He wants me to do. And it means not doing the things he doesn't want me to do. LIke not worrying.
I would do well to remember it the next I begin to worry. And simply stop doing it. I'll feel better. And it's what He wants me to do.